SEC NEWS DIGEST Issue 2007-22 February 2, 2007 RULES AND RELATED MATTERS APPROVAL OF AMENDMENT TO JOINT SRO PLAN ESTABLISHING PROCEDURES UNDER RULE 605 OF REGULATION NMS The Commission has issued an order approving an amendment filed by the International Securities Exchange to join the national market system plan (4-518) establishing procedures under Rule 605 of Regulation NMS. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55207) ENFORCEMENT PROCEEDINGS IN THE MATTER OF TEMPLE SECURITIES, LTD. AND GREGORY GREATREX On February 1, the Commission issued an Order Instituting Administrative and Cease-and-Desist Proceedings, Making Findings, and Imposing Remedial Sanctions and Cease-and-Desist Orders Pursuant to Section 8A of the Securities Act of 1933 and Sections 15(b) and 21C of the Securities Exchange Act of 1934 (Order). The Order finds that Respondents Temple Securities, Ltd., an offshore broker-dealer, and Gregory Greatrex, a Temple Securities employee, participated in the unregistered, non-exempt distributions of over 900,000 shares of stock of Allixon International Corporation on behalf of two brokerage customers who were control persons of Allixon. The proceeds from these sales totaled in excess of $4 million. In addition, Temple Securities participated in the unregistered, non-exempt distributions of stock of PSI-TEC Holdings, Inc., on behalf of a brokerage customer. Based on the above, the Order directs Temple Securities and Greatrex to cease and desist from committing or causing any violations of Sections 5(a) and 5(c) of the Securities Act of 1933, and Temple Securities to cease and desist from committing or causing any violations of Section 15(a)(1) of the Securities Exchange Act of 1934. Further, Temple Securities was ordered to pay disgorgement of $251,479 and prejudgment interest of $1,867, and a civil money penalty of $15,000. Temple Securities was also directed to comply with certain undertakings, including the appointment of an independent consultant to design and assist Temple Securities in implementing policies and procedures to prevent and detect violations of the above provisions of the federal securities laws. Temple Securities and Greatrex consented to the issuance of the Order without admitting or denying any of the findings in the Order. (Rels. 33-8779; 34-55224; File No. 3-12557) TELVEST COMMUNICATIONS, LLC, MORGAN SPAULDING, INC., AND PRINCIPAL JACKIE GROSS AGREE TO DISGORGE $1.58 MILLION IN FRAUD SETTLEMENT; UNREGISTERED BROKER JOHN FLANDERS AGREES TO CEASE AND DESIST ORDER AND TO PAY OVER $207,000; BOTH INDIVIDUALS BARRED AS BROKER-DEALERS Jackie Gross and two entities he controlled, Telvest Communications, LLC and Morgan Spaulding, Inc., the latter a defunct Texas-based brokerage firm, have consented to the entry of final judgments of the Commission's fraud case filed against them, without admitting or denying the allegations in the Commission's complaint. Pursuant to the settlements, which are subject to Court approval, each will be permanently enjoined from violating the antifraud provisions of the federal securities laws, Section 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b- 5 thereunder. Telvest will also be permanently enjoined from violating the broker dealer registration provision of the federal securities laws, Section 15(a) of the Exchange Act. The settlements require disgorgement of $1,589,000, plus $182,098 in prejudgment interest. Gross will be jointly and severally liable with Telvest for the $1.2 million, plus $137,519 in prejudgment interest, ordered against Telvest; Morgan Spaulding will be liable for $389,000 in disgorgement plus $44,579 in prejudgment interest. The final judgment against Gross imposes a $186,000 civil money penalty against him. Gross also agreed, on a neither admit nor deny basis, to settle administrative proceedings to be instituted against him based on the entry of the final judgment in the civil action. The Commission's order permanently bars Gross from associating with any broker or dealer. The Commission simultaneously instituted and settled administrative proceedings against John Flanders, who the Commission found acted as an unregistered broker-dealer in connection with Telvest's Regulation S offerings. Flanders, on a neither admit nor deny basis, consented to a Commission order requiring that he pay disgorgement of $165,000, prejudgment interest of $17,245, and a penalty of $25,000. In addition, the Commission barred Flanders from associating with any broker dealer with a right to reapply after three years, without admitting or denying the findings contained in the order. In consideration of the settlement offer, the Commission asked the Court to dismiss its pending civil action against Flanders. In its complaint filed June 20, 2005, the Commission alleged that from approximately late 2001 through September 30, 2003, Gross, Telvest, and Morgan Spaulding engaged in a fraudulent scheme to distribute nearly $15 million in stock of U.S.-based companies to overseas investors by, among other things, deceiving the investors to believe that nearly all the purchase price would be remitted to the issuing companies when, in fact, approximately 55 to 70 percent was paid to Gross, Morgan Spaulding and Telvest; to overseas brokerage firms as undisclosed commissions; and as "finder fees" to promoters. Only about 30 to 45 percent of the invested proceeds actually made it to the issuers. Written confirmations to investors fraudulently disclosed a fee of only one percent of the purchase price or a flat $50. For additional information, see Litigation Release No. 19275/June 20, 2005. (Rel. 34- 55228; File No. 3-12558) SEC CHARGES FORMER ASSISTANT CONTROLLER OF ENTERASYS NETWORKS, INC. WITH FINANCIAL FRAUD The Commission announced today that it filed a settled civil fraud action in the U.S. District Court for the District of New Hampshire against Anthony L. Hurley, the former assistant controller for Enterasys Networks, Inc. (Enterasys) and its former parent company, Cabletron Systems, Inc. (Cabletron). The complaint alleges that from March 2000 through December 2001, Hurley participated in a company-wide scheme to fraudulently inflate revenues at Enterasys and its former parent company, Cabletron, and thereby convince the market that Enterasys was a viable independent company with consistently strong revenue growth. The Commission's complaint further alleges that Hurley directly participated in transactions which involved undisclosed side agreements in which the purchaser was granted full return or exchange rights, or payment for the product was contingent upon the purchaser's resale of the product, or payment was contingent upon an investment by Enterasys. In the latter, Enterasys agreed to take a debt or equity interest in its customer, in return for that company's agreement to use those funds to purchase product from Enterasys. Hurley, without admitting or denying the allegations of the complaint, consented to an injunction against future violations of Sections 10(b) and 13(b)(5) of the Securities Exchange Act of 1934 (Exchange Act) and Rules 10b-5, 13b2-1 and 13b2-2 thereunder; and from aiding and abetting any violation of Sections 13(a), 13(b)(2)(A) and 13(b)(2)(B) of the Exchange Act and Rules 12b-20, 13a-1 and 13a-13 thereunder. Additionally, Hurley consented to paying disgorgement in the amount of $24,498, plus prejudgment interest in the amount of $7,526, reflecting the full amount of his ill gotten gains. In a related criminal case, Hurley pled guilty to one count of wire fraud and cooperated with the U.S. Attorney's Office for the District of New Hampshire in the prosecution of U.S. v. Barber et al., Criminal No. 04-126 (D.N.H.). [SEC v. Anthony L. Hurley, Civil Action No. 07cv022 (D.N.H.)] (LR- 19986) HEDGE FUND MANAGER SENTENCED TO THREE YEARS IN PRISON FOR INVESTMENT ADVISER FRAUD The Commission announced today that on Jan. 30, 2007, a Connecticut federal judge sentenced Scott R. Sacane, the founder of Durus Capital Management, LLC, to three years imprisonment, followed by three years of supervised release in connection with charges brought by the U.S. Attorney's Office in New Haven, Connecticut. Sacane pleaded guilty on Dec. 21, 2005, to a one-count information charging him with investment adviser fraud. On Oct. 12, 2005, the Commission sued Sacane and others, alleging that they manipulated the stock of Aksys, Ltd., and Esperion Therapeutics, Inc. Sacane's guilty plea stems from the same conduct that formed the basis of the Commission's civil enforcement action. In particular, the Information to which Sacane pleaded guilty charged that Sacane was an investment adviser to the Durus Life Sciences Fund, LLC, Durus Life Sciences International Fund, Ltd., and Durus Life Sciences Master Fund, Ltd. (collectively, the Durus Funds). The Information further charged that Sacane knowingly and willfully inflated the value of the Durus Funds, thereby garnering increased management fees and performance incentive fees to which he was not entitled. The Court has set a hearing date of April 4-5, 2007, to determine issues of restitution. The Commission's civil enforcement action remains pending in federal district court in Connecticut. Based on Sacane's guilty plea, the Commission previously barred Sacane from association with an investment adviser. [U.S. v. Scott Sacane (USDC, District of Connecticut Criminal No. 3:05-cr-325-AHN); SEC v. Scott R. Sacane, et al. (USDC, District of Connecticut, Civil No. 3:05cv1575-SRU] (LR- 19988) INVESTMENT COMPANY ACT RELEASES POWERSHARES EXCHANGE-TRADED FUND TRUST, ET AL. A notice has been issued giving interested persons until February 26 to request a hearing on an application filed by PowerShares Exchange-Traded Fund Trust, et al. for an order under Section 12(d)(1)(J) of the Investment Company Act for an exemption from Sections 12(d)(1)(A) and (B) of the Act, and under Sections 6(c) and 17(b) of the Act for an exemption from Section 17(a) of the Act. The order would permit certain registered open-end management investment companies and unit investment trusts to acquire shares of other registered open-end management investment companies and unit investment trusts that operate as exchange-traded funds and that are not part of the same group of investment companies. (Rel. IC-27693 - January 31) SELF-REGULATORY ORGANIZATIONS APPROVAL OF PROPOSED RULE CHANGES The Commission approved a proposed rule change by the American Stock Exchange (SR-Amex-2006-19) submitted under Rule 19b-4 of the Securities Exchange Act of 1934 relating to the listing and trading of options on the Nuveen Municipal Fund Index. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55182) The Commission approved a proposed rule change submitted by the New York Stock Exchange (SR-NYSE-2006-116) under Rule 19b-4 of the Securities Exchange Act amending annual report timely filing requirements. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55198) The Commission granted approval to a proposed rule change (SR-NYSE- 2006-109), submitted by New York Stock Exchange under Rule 19b-4 of the Securities Exchange Act of 1934, relating to NYSE Regulation, Inc. policies regarding exercise of power to fine NYSE member organizations and use of money collected as fines. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55216) The Commission granted approval of proposed rule change (SR-FICC-2006- 16) filed by the Fixed Income Clearing Corporation under Section 19(b)(1) of the Exchange Act that allows FICC to replace the Government Securities Division (GSD) margin calculation methodology with a Value-at-Risk (VaR) methodology. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55217) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-NYSEArca-2007-11) filed by NYSE Arca. relating to NYSE Arca Marketplace's trading sessions has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55194) A proposed rule change (SR-BSE-2007-02) filed by the Boston Stock Exchange to amend the Boston Options Exchange Fee Schedule has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55197) A proposed rule change filed by the National Association of Securities Dealers extending the pilot periods for NASD rules governing multiple MPIDs on the Trade Reporting Facilities and on the Alternative Display Facility (SR-NASD-2007-008) has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55206) A proposed rule change (SR-NYSE-2007-08) filed by the New York Stock Exchange to adopt new Rule 15B(T) relating to intermarket sweep orders has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55210) A proposed rule change (SR-ISE-2007-06) filed by the International Securities Exchange relating to fee changes has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55221) PROPOSED RULE CHANGES The American Stock Exchange filed a proposed rule change (SR-Amex- 2006-118) and Amendment No. 1 relating to generic listing standards for series of Portfolio Depositary Receipts and Index Fund Shares based on fixed income indexes. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55213) The NYSE Arca. has filed a proposed rule change (SR-NYSEArca-2006-50) and Amendment No. 1 thereto relating to amendments to registration rules of NYSE Arca Equities, Inc. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55214) The NYSE Arca filed a proposed rule change (SR-NYSEArca-2006-51) and Amendment No. 1 thereto relating to amendments to registration rules of NYSE Arca, Inc. Publication is expected in the Federal Register during the week of February 5. (Rel. 34-55215) SECURITIES ACT REGISTRATIONS The following registration statements have been filed with the SEC under the Securities Act of 1933. The reported information appears as follows: Form, Name, Address and Phone Number (if available) of the issuer of the security; Title and the number and/or face amount of the securities being offered; Name of the managing underwriter or depositor (if applicable); File number and date filed; Assigned Branch; and a designation if the statement is a New Issue. Registration statements may be obtained in person or by writing to the Commission's Public Reference Branch at 100 F Street, N.E., Washington, D.C. 20549-1090 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-1 EAGLE ROCK ENERGY PARTNERS L P, 16701 GREENSPOINT PARK DRIVE, SUITE 200, HOUSTON, TX, 77060, 281-408-1200 - 3,770,706 ($70,776,151.62) Equity, (File 333-140370 - Feb. 1) (BR. 04B) S-8 TRANSMETA CORP, 3990 FREEDOM CIRCLE, 415-413-1880, SANTA CLARA, CA, 95054, 4089193000 - 0 ($9,082,527.00) Equity, (File 333-140371 - Feb. 1) (BR. 10C) S-3 GENVEC INC, 65 W WATKINS MILL RD, GAITHERSBURG, MD, 20878, 2406320740 - 0 ($100,000,000.00) Equity, (File 333-140373 - Feb. 1) (BR. 01A) S-8 FREESTAR TECHNOLOGY CORP, 31 MESPIL ROAD, BALLSBRIDGE, DUBLIN 4, L2, 00000, 35316185060 - 70,000,000 ($21,000,000.00) Equity, (File 333-140374 - Feb. 1) (BR. 03A) S-3 21ST CENTURY HOLDING CO, 3661 WEST OAKLAND PARK BLVD, SUITE 300, LAUDERDALE LAKES, FL, 33311, 9545819993 - 54,211 ($1,133,552.01) Equity, (File 333-140376 - Feb. 1) (BR. 01A) SB-2 Cross Atlantic Commodities, Inc., 245 PARK AVENUE, NEW YORK, NY, 10167, 305-970-7039 - 5,208,334 ($1,000,000.13) Equity, (File 333-140377 - Feb. 1) (BR. 02) SB-2 Promotions on Wheels Holdings, Inc., 2204 TIMBER ROSE ROAD, LAS VEGAS, NV, 89134, 702-558-8740 - 15,000,000 ($150,000.00) Equity, (File 333-140378 - Feb. 1) (BR. 05) S-8 Sun American Bancorp, 1200 N. FEDERAL HWY. 111-A, BOCA RATON, FL, 33432, (561) 826-0464 - 2,000,000 ($10,325,092.50) Equity, (File 333-140384 - Feb. 1) (BR. 07B) S-1 GEOKINETICS INC, ONE RIVERWAY, SUITE 2100, HOUSTON, TX, 77056, 7138507600 - 0 ($72,450,000.00) Equity, (File 333-140385 - Feb. 1) (BR. 04C) S-8 SORELL, INC, BUK-RI 35, NAMA-MYUN, YONGIN CITY, GYEONGGI-DO, M5, NA, 82-31-329-8700 - 500,000 ($105,000.00) Equity, (File 333-140386 - Feb. 1) (BR. 11A) SB-2 CERAGENIX PHARMACEUTICALS, INC., 1444 WAZEE STREET, SUITE 210, DENVER, CO, 80202, 7209466440 - 0 ($24,330,000.00) Equity, (File 333-140387 - Feb. 1) (BR. 01A) S-8 CANTEL MEDICAL CORP, OVERLOOK AT GREAT NOTCH, 150 CLOVE ROAD, LITTLE FALLS, NJ, 07424, 9734708700 - 0 ($16,140,000.00) Equity, (File 333-140388 - Feb. 1) (BR. 10A) S-4 WESTERN ALLIANCE BANCORPORATION, 2700 WEST SAHARA AVENUE, LAS VEGAS, NV, 89102, 7022484200 - 0 ($14,815,720.00) Equity, (File 333-140389 - Feb. 1) (BR. 07C) S-1 Cinemark Holdings, Inc., 3900 DALLAS PARKWAY, SUITE 500, PLANO, TX, 75093, (972) 665-1000 - 0 ($400,000,000.00) Equity, (File 333-140390 - Feb. 1) (BR. ) S-8 ATHEROS COMMUNICATIONS INC, 5480 GREAT AMERICA PARKWAY, SANTA CLARA, CA, 95054, 408-773-5200 - 3,394,006 ($80,404,002.14) Equity, (File 333-140391 - Feb. 1) (BR. 10A) S-8 ATHEROS COMMUNICATIONS INC, 5480 GREAT AMERICA PARKWAY, SANTA CLARA, CA, 95054, 408-773-5200 - 0 ($95,382.17) Equity, (File 333-140392 - Feb. 1) (BR. 10A) F-10 TORONTO DOMINION BANK, TD TOWER 12TH FLOOR 55 KING STREET WEST, PO BOX 1 TORONTO, PROVINCE ONTARIO, A6, 4169828222 - 0 ($1,500,000,000.00) Other, (File 333-140393 - Feb. 1) (BR. 07C) S-8 Employers Holdings, Inc., 9790 GATEWAY DRIVE, RENO, NV, 89521, 775-327-2936 - 0 ($18,231,395.63) Equity, (File 333-140395 - Feb. 1) (BR. 01B) SB-2 GUANO DISTRIBUTORS INC, 4425 VENTURA CYN AVENUE, SUITE 105, SHERMAN OAKS, CA, 91423, 818 808 0133 - 4,650,000 ($93,000.00) Equity, (File 333-140396 - Feb. 1) (BR. ) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: 1.01 Entry into a Material Definitive Agreement 1.02 Termination of a Material Definitive Agreement 1.03 Bankruptcy or Receivership 2.01 Completion of Acquisition or Disposition of Assets 2.02 Results of Operations and Financial Condition 2.03 Creation of a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement of a Registrant 2.04 Triggering Events That Accelerate or Increase a Direct Financial Obligation under an Off-Balance Sheet Arrangement 2.05 Cost Associated with Exit or Disposal Activities 2.06 Material Impairments 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing 3.02 Unregistered Sales of Equity Securities 3.03 Material Modifications to Rights of Security Holders 4.01 Changes in Registrant's Certifying Accountant 4.02 Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review 5.01 Changes in Control of Registrant 5.02 Departure of Directors or Principal Officers; Election of Directors; Appointment of Principal Officers 5.03 Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year 5.04 Temporary Suspension of Trading Under Registrant's Employee Benefit Plans 5.05 Amendments to the Registrant's Code of Ethics, or Waiver of a Provision of the Code of Ethics 6.01. ABS Informational and Computational Material. 6.02. Change of Servicer or Trustee. 6.03. Change in Credit Enhancement or Other External Support. 6.04. Failure to Make a Required Distribution. 6.05. Securities Act Updating Disclosure. 7.01 Regulation FD Disclosure 8.01 Other Events 9.01 Financial Statements and Exhibits 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 100 F Street, N.E., Washington, D.C. 20549-1090 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT 21ST CENTURY HOLDING CO FL 3.02 01/31/07 8X8 INC /DE/ DE 2.02,9.01 02/01/07 ACCELRYS, INC. DE 2.02,9.01 02/01/07 Access Plans USA, Inc. OK 2.01,5.02,9.01 01/30/07 ACME COMMUNICATIONS INC DE 7.01 01/30/07 ACTEL CORP CA 5.02,8.01 01/30/07 ACTEL CORP CA 2.02,9.01 02/01/07 ADVENT SOFTWARE INC /DE/ DE 2.02,5.02,9.01 01/29/07 Affinion Group, Inc. DE 5.02,7.01,9.01 01/30/07 AFFIRMATIVE INSURANCE HOLDINGS INC DE 1.01,5.02,9.01 01/26/07 Agfeed Industries, Inc NV 7.01,8.01,9.01 02/01/07 AGL RESOURCES INC GA 2.02,7.01,9.01 02/01/07 ALCOA INC PA 8.01,9.01 01/26/07 ALEXANDER & BALDWIN INC HI 2.02,9.01 02/01/07 Allegiant Travel CO NV 7.01,9.01 02/01/07 ALLIANCE FIBER OPTIC PRODUCTS INC CA 2.02,9.01 12/31/06 ALLIANT TECHSYSTEMS INC DE 2.02,9.01 02/01/07 ALLIANT TECHSYSTEMS INC DE 5.02,9.01 01/30/07 ALLIANT TECHSYSTEMS INC DE 5.02 01/03/07 AMEND ALLIED HEALTHCARE INTERNATIONAL INC NY 2.02,8.01,9.01 01/30/07 Altus Pharmaceuticals Inc. DE 1.01,9.01 12/19/06 AMACORE GROUP, INC. DE 3.02 01/31/07 AMAZON COM INC DE 2.02,9.01 02/01/07 AMERICAN STANDARD COMPANIES INC DE 2.02,7.01,9.01 02/01/07 AMERICAN STANDARD COMPANIES INC DE 2.05 02/01/07 AMERICAN SUPERCONDUCTOR CORP /DE/ DE 2.02,9.01 02/01/07 AMERICAN TECHNICAL CERAMICS CORP DE 2.02,9.01 02/01/07 AMERIGROUP CORP 5.02 02/01/07 AMERISTAR CASINOS INC NV 2.02,9.01 02/01/07 AMERON INTERNATIONAL CORP DE 2.02,5.02 01/31/07 AMIS HOLDINGS INC 5.02 01/29/07 AMIS HOLDINGS INC 2.02,9.01 02/01/07 Amtrust Financial Services, Inc. DE 7.01,9.01 02/01/07 ANAREN INC NY 2.02,9.01 02/01/07 ANAVEX LIFE SCIENCES CORP. NV 5.02,9.01 01/25/07 ANHEUSER-BUSCH COMPANIES, INC. DE 2.02,9.01 02/01/07 AON CORP DE 8.01,9.01 01/29/07 APACHE CORP DE 2.02,9.01 02/01/07 ARAMARK CORP/DE DE 1.01,1.02,2.03,3.01,3.03,5.01, 01/26/07 5.02,5.03,9.01 ARBITRON INC DE 1.01,9.01 02/01/07 ARCADIA RESOURCES, INC NV 1.01,3.02,9.01 01/28/07 ARCHER DANIELS MIDLAND CO DE 2.02,9.01 12/31/06 ARCHSTONE SMITH TRUST MD 2.02,9.01 02/01/07 ARQULE INC DE 1.01,5.02,9.01 01/26/07 ARTES MEDICAL INC 7.01,9.01 02/01/07 Atlantic Southern Financial Group, In 9.01 01/31/07 ATMEL CORP DE 2.02,8.01,9.01 01/30/07 ATS MEDICAL INC MN 1.01 01/26/07 ATWOOD OCEANICS INC TX 7.01,9.01 02/01/07 AUTOIMMUNE INC DE 1.01 01/26/07 AVALONBAY COMMUNITIES INC MD 2.02,9.01 01/31/07 AVID TECHNOLOGY INC DE 2.02,5.02,9.01 12/31/06 Aviza Technology, Inc. DE 2.02,9.01 02/01/07 BALDWIN TECHNOLOGY CO INC DE 2.02,8.01,9.01 01/31/07 BANKATLANTIC BANCORP INC FL 2.02,9.01 01/31/07 BASSETT FURNITURE INDUSTRIES INC VA 5.02 01/12/07 BAYLAKE CORP WI 2.02 01/31/07 BE AEROSPACE INC DE 5.02,9.01 01/29/07 Bear Stearns Asset Backed Securities 9.01 01/17/07 BEVERLY NATIONAL CORP MA 2.02,9.01 02/01/07 BioMed Realty Trust Inc MD 1.01,7.01,9.01 01/29/07 BIONOVO INC DE 4.01,9.01 01/30/07 BKF CAPITAL GROUP INC DE 5.02 01/29/07 BLACK BOX CORP DE 8.01,9.01 02/01/07 BlackRock Kelso Capital CORP DE 7.01 01/30/07 BOE FINANCIAL SERVICES OF VIRGINIA IN VA 2.02,9.01 01/29/07 Bois d Arc Energy, Inc. NV 8.01,9.01 01/31/07 BOOKHAM, INC. DE 2.02,9.01 02/01/07 BORLAND SOFTWARE CORP DE 8.01,9.01 01/31/07 BORLAND SOFTWARE CORP DE 9.01 04/19/06 AMEND BOSTON SCIENTIFIC CORP DE 2.02,9.01 02/01/07 BOTETOURT BANKSHARES INC VA 2.02,9.01 01/31/07 BOWATER INC DE 1.01,9.01 01/27/07 BREK ENERGY CORP NV 1.01,9.01 01/31/07 BRINKS CO VA 2.02,9.01 02/01/07 Brownsville CO NV 8.01 02/01/07 BUCKLE INC NE 8.01,9.01 01/31/07 BUSINESS OBJECTS S.A. 5.03,9.01 01/29/07 CA, INC. DE 2.02,9.01 02/01/07 CACI INTERNATIONAL INC /DE/ DE 2.02,7.01,9.01 01/31/07 CADMUS COMMUNICATIONS CORP/NEW VA 1.01 01/26/07 CAGLES INC GA 2.02,9.01 12/30/06 Camelot Entertainment Group, Inc. DE 4.01 01/29/07 Camelot Entertainment Group, Inc. DE 4.01,9.01 01/29/07 AMEND Camelot Entertainment Group, Inc. DE 1.01,2.03,3.02,9.01 12/27/06 AMEND CANO PETROLEUM, INC 1.01,1.02,8.01,9.01 01/26/07 Cape Fear Bank CORP NC 5.02,9.01 01/25/07 CAPITOL BANCORP LTD MI 7.01 02/01/07 CAPSTONE TURBINE CORP DE 1.01,5.02 01/30/07 CARBO CERAMICS INC DE 2.02,7.01,9.01 02/01/07 CARDICA INC DE 2.02,9.01 02/01/07 CATAPULT COMMUNICATIONS CORP CA 2.02,9.01 02/01/07 CELGENE CORP /DE/ DE 2.02,9.01 02/01/07 CELLCOM CORP DE 4.01,4.02,9.01 01/26/07 CENTER FINANCIAL CORP CA 5.02,9.01 01/29/07 CERADYNE INC DE 7.01,9.01 01/31/07 CERNER CORP /MO/ DE 2.02,9.01 02/01/07 CHEVIOT FINANCIAL CORP 5.02,9.01 01/30/07 CHILDRENS PLACE RETAIL STORES INC 2.02,5.02,8.01,9.01 01/31/07 CHINA DIRECT TRADING CORP FL 1.02,2.01,9.01 01/26/07 China Health Holding, Inc. NV 4.01,9.01 01/19/07 AMEND CHINA-BIOTICS, INC DE 5.02,9.01 01/27/07 CHL Mortgage Pass-Through Trust 2007- 9.01 01/30/07 CHOICEPOINT INC GA 2.02,9.01 01/24/07 CHRISTOPHER & BANKS CORP DE 7.01,9.01 02/01/07 CINEMARK INC DE 2.01,9.01 10/05/06 AMEND CINEMARK USA INC /TX TX 2.01,9.01 10/05/06 AMEND CIT GROUP INC DE 8.01,9.01 01/24/07 CITIZENS BANCORP OF VIRGINIA INC VA 2.02,9.01 01/31/07 CITIZENS HOLDING CO /MS/ MS 2.02,7.01,9.01 01/29/07 CIVITAS BANKGROUP INC TN 2.02,7.01,9.01 02/01/07 CLOROX CO /DE/ DE 2.01,9.01 02/01/07 CMS ENERGY CORP MI 1.01,9.01 01/31/07 COLONIAL PROPERTIES TRUST AL 5.02 01/26/07 COLONY BANKCORP INC GA 2.02,7.01,9.01 02/01/07 COLONY RIH HOLDINGS INC DE 1.01,9.01 01/31/07 COMCAST CORP PA 2.02,9.01 02/01/07 COMCAST CORP PA 8.01,9.01 02/01/07 COMMERCE GROUP INC /MA MA 2.02,9.01 02/01/07 Community Bancorp NV 8.01,9.01 01/30/07 COMMUNITY BANKS INC /PA/ PA 7.01,8.01,9.01 02/01/07 COMMUNITY FINANCIAL CORP /VA/ VA 2.02 01/31/07 COMMUNITY FIRST BANCORP INC MD 5.02,8.01,9.01 02/01/07 COMVERSE TECHNOLOGY INC/NY/ NY 5.02,9.01 01/26/07 CORINTHIAN COLLEGES INC 5.02 01/26/07 CRC Health CORP DE 9.01 11/17/06 AMEND CRESTED CORP CO 4.01,9.01 01/19/07 AMEND CRM Holdings, Ltd. 7.01,9.01 02/01/07 CROWN HOLDINGS INC PA 2.02,9.01 01/31/07 CRYOLIFE INC FL 5.02 01/29/07 CURAGEN CORP DE 2.02,9.01 02/01/07 CVS CORP DE 2.02,9.01 02/01/07 CWABS Asset-Backed Certificates Trust DE 8.01,9.01 01/26/07 CYBERONICS INC DE 3.03,5.02,7.01,9.01 01/26/07 DATASCOPE CORP DE 2.02,9.01 01/31/07 DCI USA, INC DE 1.01,3.02,5.02,9.01 01/28/07 DELTA APPAREL INC GA 1.01,9.01 01/29/07 DEVCON INTERNATIONAL CORP FL 7.01,8.01 01/26/07 Diamond Foods Inc DE 7.01,9.01 02/01/07 DIAMOND MANAGEMENT & TECHNOLOGY CONSU DE 2.02,9.01 02/01/07 DigitalPost Interactive, Inc. NV 1.01,2.01,3.02,5.01,5.02,5.03, 01/30/07 5.06,9.01 DISCOVER CARD MASTER TRUST I DE 8.01 01/31/07 DISTRIBUTED ENERGY SYSTEMS CORP DE 7.01,8.01,9.01 02/01/07 Dolby Laboratories, Inc. DE 2.02,9.01 02/01/07 DSL NET INC DE 8.01,9.01 01/30/07 DUKE REALTY CORP IN 2.02,9.01 01/31/07 DUKE REALTY LIMITED PARTNERSHIP/ IN 2.02,9.01 01/31/07 DUNE ENERGY INC DE 8.01,9.01 01/31/07 Dynamic Biometric Systems, Inc. NV 4.01,9.01 01/31/07 EAGLE ROCK ENERGY PARTNERS L P DE 7.01,9.01 01/31/07 Eddie Bauer Holdings, Inc. DE 8.01,9.01 01/31/07 EFUNDS CORP DE 1.01 01/31/07 ELECTRONIC ARTS INC DE 2.02,9.01 02/01/07 ELIZABETH ARDEN INC FL 2.02,9.01 02/01/07 ENDEAVOUR INTERNATIONAL CORP NV 8.01,9.01 02/01/07 ENERGYSOUTH INC AL 1.01,5.03,8.01,9.01 02/01/07 EOG RESOURCES INC DE 2.02,9.01 02/01/07 EOG RESOURCES INC DE 7.01 02/01/07 EQUITY OFFICE PROPERTIES TRUST MD 8.01,9.01 02/01/07 ERHC Energy Inc CO 8.01,9.01 01/31/07 EV Energy Partners, LP DE 8.01,9.01 01/26/07 EVANS BANCORP INC NY 2.02,9.01 02/01/07 EXPLORATION DRILLING INTERNATIONAL IN NV 9.01 04/26/06 AMEND EXPRESSJET HOLDINGS INC DE 5.02 01/31/07 EXPRESSJET HOLDINGS INC DE 7.01 01/31/07 EXXON MOBIL CORP NJ 2.02,7.01 02/01/07 FAUQUIER BANKSHARES INC VA 2.02,9.01 01/31/07 Federal Home Loan Bank of Atlanta X1 2.03 01/29/07 Federal Home Loan Bank of Boston X1 2.03 01/30/07 Federal Home Loan Bank of Chicago X1 2.03 01/30/07 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 01/29/07 Federal Home Loan Bank of Dallas 2.03 01/29/07 Federal Home Loan Bank of Des Moines X1 2.03,9.01 01/29/07 Federal Home Loan Bank of New York X1 2.03,9.01 01/30/07 Federal Home Loan Bank of Pittsburgh PA 2.03,9.01 01/29/07 Federal Home Loan Bank of San Francis X1 5.02 01/26/07 Federal Home Loan Bank of San Francis X1 2.03 01/29/07 Federal Home Loan Bank of Seattle 2.03 01/31/07 Federal Home Loan Bank of Topeka 2.03 01/29/07 FedFirst Financial CORP X1 2.02,9.01 01/31/07 FIBERNET TELECOM GROUP INC\ DE 5.05 01/26/07 FINANCIALCONTENT INC DE 4.01,9.01 01/30/07 FIRST BUSEY CORP /NV/ NV 1.01 01/30/07 FIRST IPSWICH BANCORP /MA MA 1.01,3.02,7.01,9.01 01/26/07 FIRST MARINER BANCORP MD 2.02,9.01 01/30/07 FIRST NORTHERN COMMUNITY BANCORP CA 2.02,9.01 01/31/07 AMEND FIRST REGIONAL BANCORP CA 2.02,7.01,8.01,9.01 01/30/07 Fittipaldi Logistics, Inc. NV 1.01,9.01 01/26/07 FLEETWOOD ENTERPRISES INC/DE/ DE 2.02,9.01 02/01/07 FLOWERS FOODS INC GA 2.02,9.01 02/01/07 FNB United Corp. NC 5.02 12/31/06 FORD MOTOR CO DE 8.01,9.01 02/01/07 FORD MOTOR CREDIT CO DE 8.01,9.01 02/01/07 Fortress International Group, Inc. DE 8.01,9.01 01/30/07 FREESTAR TECHNOLOGY CORP NV 1.01,9.01 01/31/07 Fresh Harvest Products, Inc. 1.01,2.03,9.01 01/02/07 FULLER H B CO MN 5.02,9.01 01/26/07 G III APPAREL GROUP LTD /DE/ DE 1.01,9.01 01/30/07 G REIT INC MD 1.01,9.01 01/26/07 GALAXY ENERGY CORP CO 2.03,9.01 02/01/07 GENELABS TECHNOLOGIES INC /CA CA 5.02 01/26/07 Geneva Gold Corp NV 7.01 01/30/07 GENVEC INC DE 1.01,9.01 01/30/07 GENWORTH FINANCIAL INC DE 2.02,9.01 02/01/07 Georgetown Bancorp, Inc. X1 2.02,9.01 01/29/07 GEVITY HR INC FL 2.02 02/01/07 GILEAD SCIENCES INC DE 2.01,9.01 11/17/06 AMEND GLOBAL AXCESS CORP NV 1.01,8.01,9.01 11/24/06 GLOBAL PARTNERS LP 5.02,9.01 02/01/07 GLOBALSANTAFE CORP 5.02,9.01 01/29/07 GMX RESOURCES INC OK 4.02 01/31/07 GOODRICH CORP NY 2.02,9.01 02/01/07 GREATER BAY BANCORP CA 2.02,9.01 02/01/07 GREEN MOUNTAIN COFFEE ROASTERS INC DE 2.02,9.01 12/30/06 GreenPoint Mortgage Funding Trust 200 DE 6.02 02/01/07 GROUP 1 AUTOMOTIVE INC DE 1.01,2.03,8.01,9.01 01/31/07 GS FINANCIAL CORP LA 5.02 01/30/07 GULFPORT ENERGY CORP DE 1.01,8.01,9.01 01/30/07 HAIN CELESTIAL GROUP INC DE 2.02,9.01 02/01/07 HANCOCK HOLDING CO MS 2.02,8.01,9.01 01/30/07 HANDHELD ENTERTAINMENT, INC. DE 5.02,8.01,9.01 01/31/07 Hanesbrands Inc. MD 2.02,7.01,9.01 02/01/07 Harley-Davidson Motorcycle Trust 2007 NV 8.01,9.01 01/23/07 HARRAHS ENTERTAINMENT INC DE 8.01,9.01 01/31/07 HARRIS CORP /DE/ DE 1.01,2.01,5.02,9.01 01/26/07 Harris Stratex Networks, Inc. DE 2.01,2.05,3.02,5.02,5.03,9.01 01/26/07 HARTMAN COMMERCIAL PROPERTIES REIT TX 7.01,9.01 01/31/07 HEALTH CARE PROPERTY INVESTORS INC MD 5.02 01/26/07 HEALTH DISCOVERY CORP TX 3.02 02/01/07 HELMERICH & PAYNE INC DE 2.02,9.01 02/01/07 HEMOBIOTECH, INC. 1.01,9.01 01/25/07 HEMOSENSE INC DE 1.01,5.02 01/30/07 HEMOSENSE INC DE 2.02,9.01 02/01/07 HERCULES INC DE 9.01 12/31/06 HOME DEPOT INC DE 5.02 01/29/07 Home Equity Asset Trust 2007-1 DE 8.01 02/01/07 HOMETOWN AUTO RETAILERS INC DE 2.01,9.01 01/31/07 HORIZON OFFSHORE INC DE 5.02,8.01 01/26/07 HOSPIRA INC DE 7.01,9.01 02/01/07 HUMAN GENOME SCIENCES INC DE 5.02 01/31/07 HYDRIL CO DE 2.02,9.01 01/31/07 I2 TECHNOLOGIES INC DE 2.02,7.01,9.01 02/01/07 IASIS Healthcare LLC DE 2.01,9.01 01/30/07 IDEARC INC. DE 2.01,9.01 11/16/06 AMEND IDEX CORP /DE/ DE 7.01,9.01 01/30/07 ILLUMINA INC DE 2.02,9.01 02/01/07 ILLUMINA INC DE 2.01,5.02,5.03,9.01 01/26/07 IMMUNOGEN INC MA 2.02,9.01 02/01/07 IMS HEALTH INC DE 2.02,9.01 02/01/07 IndyMac Residential Mortgage-Backed T DE 2.01,9.01 12/14/06 INFINITY ENERGY RESOURCES, INC 5.02 01/31/07 INFINITY PROPERTY & CASUALTY CORP OH 1.01,9.01 01/26/07 INFOSPACE INC DE 2.02,9.01 02/01/07 INGLES MARKETS INC NC 2.02,9.01 02/01/07 INNKEEPERS USA TRUST/FL MD 8.01,9.01 01/30/07 INNOCAP INC NV 4.01 01/31/07 INNOVO GROUP INC DE 8.01,9.01 01/29/07 INPUT OUTPUT INC DE 3.03 01/29/07 INTERCONTINENTALEXCHANGE INC 5.02,9.01 01/29/07 INTERNATIONAL PAPER CO /NEW/ NY 2.02,9.01 02/01/07 INTERWOVEN INC CA 2.02,9.01 01/30/07 INTRAOP MEDICAL CORP 4.01,9.01 02/01/07 INTUIT INC DE 1.01,2.03,9.01 01/31/07 INTUITIVE SURGICAL INC DE 2.02,9.01 02/01/07 INVACARE CORP OH 2.02,8.01,9.01 02/01/07 INVESTMENT TECHNOLOGY GROUP INC DE 2.02,9.01 02/01/07 IOMEGA CORP DE 2.02,9.01 12/31/06 IONATRON, INC. DE 8.01 02/01/07 Irish Mag, Inc. 1.01,1.02,3.02,9.01 01/31/07 ISOTIS INC DE 3.02 01/26/07 ISRAEL GROWTH PARTNERS ACQUISITION CO DE 4.01,9.01 02/01/07 AMEND Israel Technology Acquisition Corp. DE 8.01,9.01 01/31/07 ITC Holdings Corp. MI 5.02 01/29/07 ITC Holdings Corp. MI 4.02 01/29/07 ITC Holdings Corp. MI 2.01,9.01 10/10/06 AMEND ITERIS, INC. DE 2.02,9.01 02/01/07 iVOW, Inc. DE 5.02 01/31/07 IXIA CA 2.02,3.01,9.01 01/30/07 J2 GLOBAL COMMUNICATIONS INC DE 8.01,9.01 01/31/07 James River Coal CO VA 1.01,2.02,9.01 01/30/07 JAVELIN PHARMACEUTICALS, INC DE 8.01,9.01 01/30/07 JL HALSEY CORP 5.02 01/28/07 K-SEA TRANSPORTATION PARTNERS LP 2.02,9.01 01/31/07 AMEND KAISER GROUP HOLDINGS INC DE 5.02,8.01 01/31/07 KANSAS CITY SOUTHERN DE 8.01,9.01 02/01/07 KBW, INC. 5.02,9.01 02/01/07 KELLOGG CO DE 1.01,2.03,2.04 01/31/07 KKR Financial Corp 5.02,8.01,9.01 01/29/07 KRAFT FOODS INC VA 1.01 01/28/07 KYPHON INC DE 8.01,9.01 02/01/07 LA JOLLA PHARMACEUTICAL CO DE 8.01,9.01 02/01/07 LABARGE INC DE 2.02,9.01 12/31/06 LANDSTAR SYSTEM INC DE 2.02,9.01 02/01/07 LBI MEDIA HOLDINGS INC 5.02 02/01/07 LODGENET ENTERTAINMENT CORP DE 2.01,9.01 02/01/07 LODGIAN INC DE 5.02 01/26/07 LOGIC DEVICES INC CA 5.02 01/31/07 LONGS DRUG STORES CORP MD 7.01,9.01 02/01/07 LONGS DRUG STORES CORP MD 1.01,7.01,9.01 01/30/07 LORAL SPACE & COMMUNICATIONS INC. DE 8.01,9.01 02/01/07 M I HOMES INC OH 2.02,9.01 02/01/07 M WAVE INC DE 1.01,8.01,9.01 01/26/07 MAPINFO CORP DE 2.02,9.01 12/31/06 MARATHON OIL CORP DE 2.02,5.02,8.01,9.01 01/28/07 MARKWEST HYDROCARBON INC DE 1.01 01/26/07 MARSH & MCLENNAN COMPANIES, INC. DE 1.01,8.01,9.01 01/31/07 MAXIM INTEGRATED PRODUCTS INC DE 4.02,5.02,8.01,9.01 01/26/07 MCG CAPITAL CORP DE 1.01,2.03,9.01 02/01/07 MCKESSON CORP DE 8.01,9.01 02/01/07 MDI, INC. DE 1.01,3.02,8.01,9.01 02/01/07 MDI, INC. DE 5.02,9.01 02/01/07 MEDICAL STAFFING NETWORK HOLDINGS INC DE 7.01,9.01 02/01/07 MENDOCINO BREWING CO INC CA 4.01,9.01 01/30/07 MENTOR GRAPHICS CORP OR 2.02 02/01/07 MERCHANTS GROUP INC DE 7.01,9.01 02/01/07 META FINANCIAL GROUP INC DE 1.01,2.02,2.06,5.02,9.01 01/22/07 METRIS MASTER TRUST DE 9.01 01/22/07 METROCORP BANCSHARES INC 1.01,9.01 01/26/07 MICREL INC CA 2.02,9.01 02/01/07 MICROCHIP TECHNOLOGY INC DE 2.02 01/31/07 MICROSTRATEGY INC DE 1.01,2.02,8.01,9.01 01/26/07 MICROTUNE INC DE 8.01 02/01/07 MID AMERICA APARTMENT COMMUNITIES INC TN 2.02,9.01 02/01/07 MIDWEST AIR GROUP INC WI 8.01,9.01 02/01/07 MIDWEST AIR GROUP INC WI 8.01,9.01 01/31/07 MIDWEST AIR GROUP INC WI 8.01,9.01 02/01/07 MIDWEST BANC HOLDINGS INC DE 2.02,7.01,9.01 01/29/07 MILLIPORE CORP /MA MA 2.02,9.01 02/01/07 MODERN TECHNOLOGY CORP NV 8.01,9.01 11/30/06 AMEND MOLECULAR DEVICES CORP DE 2.02,9.01 02/01/07 MONSTER WORLDWIDE INC DE 2.02,7.01,9.01 02/01/07 MORTONS RESTAURANT GROUP INC DE 5.02 01/31/07 MPC CORP CO 3.01,8.01,9.01 01/26/07 MPLC, Inc. DE 1.01,5.03,9.01 01/30/07 MURPHY OIL CORP /DE DE 2.02,9.01 01/31/07 MWI Veterinary Supply, Inc. DE 2.02,9.01 02/01/07 MYLAN LABORATORIES INC PA 5.02,9.01 01/31/07 MYLAN LABORATORIES INC PA 2.02,9.01 02/01/07 N-VIRO INTERNATIONAL CORP DE 1.01 12/22/06 AMEND National Investment Managers Inc. FL 1.01,5.02,9.01 02/01/07 NATIONAL SEMICONDUCTOR CORP DE 8.01 01/31/07 Neiman Marcus, Inc. DE 2.02,7.01 02/01/07 NeoStem, Inc. DE 5.02,9.01 01/26/07 NeoStem, Inc. DE 3.02,5.06,9.01 01/26/07 NETLIST INC DE 2.02,9.01 02/01/07 NETWORK ENGINES INC DE 2.02,9.01 02/01/07 NEUROCRINE BIOSCIENCES INC CA 2.02,9.01 02/01/07 NeuroMetrix, Inc. 2.02,9.01 02/01/07 NEW YORK TIMES CO NY 1.01,9.01 01/29/07 NEWALLIANCE BANCSHARES INC 2.02,9.01 01/30/07 NEWELL RUBBERMAID INC DE 5.02 01/29/07 NEWPOWER HOLDINGS INC DE 8.01,9.01 02/01/07 NEWS CORP 8.01 01/31/07 NEXTEST SYSTEMS CORP 1.01,9.01 02/01/07 NEXTEST SYSTEMS CORP 1.01,2.02,9.01 02/01/07 NMS COMMUNICATIONS CORP DE 2.02,7.01,9.01 02/01/07 NNN Healthcare/Office REIT, Inc. MD 2.01 01/22/07 AMEND NOBEL LEARNING COMMUNITIES INC DE 8.01 02/01/07 NORTHWAY FINANCIAL INC NH 2.02,9.01 01/31/07 NORTHWEST PIPELINE CORP DE 7.01,9.01 01/31/07 NOVADEL PHARMA INC DE 5.02 01/26/07 NU HORIZONS ELECTRONICS CORP DE 2.03,9.01 01/31/07 OCCAM NETWORKS INC/DE DE 2.02,9.01 02/01/07 OLD DOMINION FREIGHT LINE INC/VA VA 2.02,9.01 02/01/07 OLD NATIONAL BANCORP /IN/ IN 8.01,9.01 02/01/07 ON SEMICONDUCTOR CORP DE 2.02,9.01 02/01/07 ORIGEN FINANCIAL INC DE 5.02,9.01 01/29/07 OSI RESTAURANT PARTNERS, INC. DE 7.01,9.01 02/01/07 OSPREY GOLD CORP NV 3.01 01/31/07 OWENS & MINOR INC/VA/ VA 1.01,2.02,9.01 01/29/07 OWENS ILLINOIS INC /DE/ DE 2.02 01/31/07 PACE HEALTH MANAGEMENT SYSTEMS INC IA 2.01,3.02,5.01,5.02,5.03,5.06, 01/26/07 8.01,9.01 PENN TRAFFIC CO DE 5.02,7.01,9.01 01/26/07 PENTON MEDIA INC DE 3.03,5.01,5.02,8.01 02/01/07 PEOPLES ENERGY CORP IL 8.01,9.01 02/01/07 PERRIGO CO MI 2.02,9.01 01/31/07 PHASE FORWARD INC DE 2.02,9.01 02/01/07 PHOENIX COMPANIES INC/DE DE 2.02,9.01 12/31/06 PHOENIX COMPANIES INC/DE DE 5.02,7.01,9.01 01/30/07 PHOENIX TECHNOLOGIES LTD DE 5.02 01/26/07 PIER 1 IMPORTS INC/DE DE 8.01,9.01 02/01/07 PIONEER DRILLING CO TX 2.02,9.01 02/01/07 POPE RESOURCES LTD PARTNERSHIP DE 2.02,9.01 02/01/07 POWERCOLD CORP NV 2.03,3.02,8.01,9.01 01/04/07 PPL CORP PA 2.02,7.01,9.01 02/01/07 PRAECIS PHARMACEUTICALS INC DE 1.01,1.02,2.01,9.01 01/29/07 PRINCETON NATIONAL BANCORP INC DE 2.02,9.01 01/29/07 PROQUEST CO DE 5.02,9.01 01/30/07 PULTE HOMES INC/MI/ MI 2.02,9.01 01/31/07 QUALITY SYSTEMS INC CA 5.02,8.01,9.01 01/29/07 QUANEX CORP DE 7.01 02/01/07 QUICKSILVER RESOURCES INC DE 8.01,9.01 01/30/07 QUIKBYTE SOFTWARE INC CO 2.03,5.02 01/31/07 Rackable Systems, Inc. DE 2.02,9.01 02/01/07 RAYTHEON CO/ DE 2.02,8.01,9.01 02/01/07 Red Mile Entertainment Inc 5.02 02/01/07 RENOVIS INC DE 5.02,9.01 01/26/07 REPTRON ELECTRONICS INC FL 8.01,9.01 01/31/07 REPTRON ELECTRONICS INC FL 8.01,9.01 01/31/07 AMEND REPUBLIC SERVICES INC DE 8.01,9.01 02/01/07 REPUBLIC SERVICES INC DE 2.02,9.01 02/01/07 RESEARCH FRONTIERS INC DE 7.01 02/01/07 RGC RESOURCES INC VA 2.02,5.02,8.01,9.01 01/29/07 ROFIN SINAR TECHNOLOGIES INC DE 2.02,9.01 12/31/06 ROYAL GOLD INC DE 2.02,9.01 02/01/07 SABRE HOLDINGS CORP DE 2.02,9.01 02/01/07 SAMSONITE CORP/FL DE 1.01,8.01,9.01 12/20/06 SAN HOLDINGS INC CO 8.01 01/31/07 SAN JOAQUIN BANCORP CA 5.02,8.01,9.01 01/25/07 SATELLITE SECURITY CORP NV 2.04,5.02 02/01/07 SCHOLASTIC CORP DE 8.01,9.01 02/01/07 SEI INVESTMENTS CO PA 2.02,9.01 02/01/07 SELIGMAN SELECT MUNICIPAL FUND INC MD 7.01,9.01 02/01/07 SENSOR SYSTEM SOLUTIONS INC 8.01,9.01 01/22/07 SEREFEX CORP DE 4.01 01/19/07 AMEND Sibling Entertainment Group, Inc. NY 3.02,9.01 01/31/07 SIERRA PACIFIC RESOURCES /NV/ NV 1.02 01/30/07 SIGMATEL INC DE 2.02,5.02,5.03,9.01 01/26/07 SILICON IMAGE INC DE 8.01,9.01 01/31/07 SIMMONS CO DE 7.01,9.01 02/01/07 SIMMONS CO DE 7.01,9.01 02/01/07 SIMTROL INC DE 1.01,5.02 01/28/07 SIRF TECHNOLOGY HOLDINGS INC 5.02,8.01 01/26/07 SIRVA INC DE 2.02,7.01,9.01 01/31/07 SITEL CORP MN 2.01,9.01 01/30/07 SLADES FERRY BANCORP MA 2.02,9.01 01/31/07 SM&A CA 2.02,9.01 02/01/07 SMITHTOWN BANCORP INC NY 8.01 01/31/07 SONIC FOUNDRY INC MD 2.02,9.01 02/01/07 Southeastern Bank Financial CORP GA 2.02,9.01 01/26/07 SOUTHERN COMMUNITY FINANCIAL CORP 8.01,9.01 02/01/07 SOUTHERN COPPER CORP/ DE 8.01,9.01 02/01/07 SOUTHERN UNION CO DE 8.01,9.01 01/29/07 SPECTRE GAMING INC MN 1.01,2.03 01/26/07 SPHERION CORP DE 2.02,9.01 01/31/07 ST JOSEPH CAPITAL CORP 8.01 02/01/07 ST PAUL TRAVELERS COMPANIES INC MN 2.02,9.01 02/01/07 STANCORP FINANCIAL GROUP INC OR 2.02,9.01 02/01/07 STANDEX INTERNATIONAL CORP/DE/ DE 2.02,9.01 12/31/06 STANLEY FURNITURE CO INC. DE 1.01,2.03,9.01 01/26/07 STARWOOD HOTEL & RESORTS WORLDWIDE IN MD 2.02,9.01 02/01/07 STERLING FINANCIAL CORP /PA/ PA 7.01,9.01 02/01/07 STONERIDGE INC OH 2.02 01/31/07 Striker Energy Corp 5.02 01/31/07 SUBURBAN PROPANE PARTNERS LP DE 5.02 01/26/07 SUBURBAN PROPANE PARTNERS LP DE 5.02,9.01 01/31/07 Sun American Bancorp DE 8.01,9.01 11/17/06 SUNCOM WIRELESS HOLDINGS, INC. 1.01,5.02,9.01 01/31/07 SUNCOM WIRELESS INC 1.01,5.02,9.01 01/31/07 SUNOCO INC PA 2.02,7.01,9.01 01/31/07 SunOpta Inc. 1.01,7.01,9.01 01/31/07 SUNTERRA CORP MD 1.01,2.03,9.01 01/26/07 SUPERIOR ENERGY SERVICES INC DE 5.02 01/26/07 SUPREME REALTY INVESTMENTS, INC. 1.01,2.01,9.01 01/31/07 SYMMETRICOM INC DE 2.02,9.01 02/01/07 Synovics Pharmaceuticals NV 3.02 01/26/07 SYNPLICITY INC CA 2.02,9.01 02/01/07 TALEO CORP DE 5.02,9.01 12/11/06 AMEND TANDY BRANDS ACCESSORIES INC DE 8.01,9.01 02/01/07 TBS INTERNATIONAL LTD 7.01 02/01/07 TEAMSTAFF INC NJ 1.01,9.01 01/29/07 TELESTONE TECHNOLOGIES CORP CO 3.01,9.01 01/29/07 TELULAR CORP DE 2.02,9.01 02/01/07 TESORO CORP /NEW/ DE 1.01,9.01 01/26/07 TETRA TECH INC DE 2.02,9.01 01/31/07 THEATER XTREME ENTERTAINMENT GROUP, I FL 2.02,7.01,9.01 02/01/07 THERMA WAVE INC DE 2.02,9.01 02/01/07 Thorium Power, Ltd NV 5.02,9.01 02/01/07 TIAA REAL ESTATE ACCOUNT NY 8.01 02/01/07 TIDEWATER INC DE 8.01,9.01 01/30/07 TIERONE CORP 8.01,9.01 01/30/07 TOLLGRADE COMMUNICATIONS INC \PA\ PA 2.02,9.01 01/31/07 TOWER AUTOMOTIVE INC DE 1.01,9.01 01/30/07 TOWER AUTOMOTIVE INC DE 7.01,9.01 02/01/07 TRACEGUARD TECHNOLOGIES, INC. 8.01,9.01 02/01/07 TRANSATLANTIC HOLDINGS INC DE 2.02 02/01/07 TRANSCOMMUNITY FINANCIAL CORP VA 1.01,5.02,9.01 01/31/07 TRI-S SECURITY CORP GA 1.01,9.01 01/26/07 TRIARC COMPANIES INC DE 5.02,9.01 01/29/07 TUMBLEWEED COMMUNICATIONS CORP DE 2.02,9.01 02/01/07 TURBOSONIC TECHNOLOGIES INC DE 5.02 01/30/07 TXP CORP NV 4.02,9.01 01/26/07 U S GLOBAL INVESTORS INC TX 8.01,9.01 02/01/07 AMEND ULTRALIFE BATTERIES INC DE 2.02,9.01 02/01/07 ULTRATECH INC DE 2.02,9.01 02/01/07 Under Armour, Inc. MD 2.02,9.01 02/01/07 UNICA CORP 2.02,9.01 02/01/07 UNITED BANCORP INC /MI/ MI 8.01,9.01 02/01/07 United Community Bancorp X1 2.02,9.01 01/31/07 UNITED COMMUNITY FINANCIAL CORP OH 2.02,9.01 02/01/07 United Financial Bancorp Inc 2.02,9.01 01/30/07 US BANCORP \DE\ DE 8.01,9.01 02/01/07 US ENERGY CORP WY 4.01,9.01 01/19/07 AMEND VALENTIS INC DE 1.01,2.01,9.01 01/26/07 VALERO ENERGY CORP/TX DE 2.02,9.01 02/01/07 VECTREN CORP IN 2.02 01/31/07 VECTREN CORP IN 7.01 02/01/07 VERSO TECHNOLOGIES INC MN 8.01,9.01 02/01/07 VERTEX PHARMACEUTICALS INC / MA MA 2.02,2.04,8.01,9.01 02/01/07 VIASAT INC CA 2.02,9.01 02/01/07 VIKING SYSTEMS INC DE 2.03,9.01 01/26/07 VOIP INC 2.03,9.01 01/18/07 VORNADO REALTY TRUST MD 8.01,9.01 01/31/07 VULCAN MATERIALS CO NJ 2.02,9.01 01/31/07 W&T OFFSHORE INC TX 2.02,9.01 02/01/07 WaferGen Bio-systems, Inc. NV 5.02,8.01,9.01 01/31/07 WASHINGTON GAS LIGHT CO DC 2.02,9.01 01/31/07 WASTE MANAGEMENT INC DE 8.01,9.01 02/01/07 WAUSAU PAPER CORP. WI 2.02,9.01 02/01/07 WEBMETHODS INC DE 2.02,9.01 02/01/07 WELLCARE HEALTH PLANS, INC. DE 1.01,9.01 01/26/07 WESCO INTERNATIONAL INC DE 2.02,8.01,9.01 02/01/07 WEST CORP DE 2.02,9.01 01/31/07 WGNB CORP GA 1.01,3.03,9.01 01/30/07 WHITNEY INFORMATION NETWORK INC CO 8.01 01/30/07 WILSONS THE LEATHER EXPERTS INC MN 5.02,9.01 01/26/07 WIND RIVER SYSTEMS INC DE 5.02,9.01 01/30/07 WINWIN GAMING INC DE 1.01,2.04,3.01,9.01 10/23/06 WPCS INTERNATIONAL INC DE 1.01,3.02,9.01 01/30/07 WYNDHAM WORLDWIDE CORP DE 1.01,2.03,9.01 12/05/06 WYNN RESORTS LTD 5.02 01/31/07 XL CAPITAL LTD 8.01,9.01 02/01/07 YARDVILLE NATIONAL BANCORP NJ 2.02,9.01 01/30/07 ZILOG INC CA 2.02,9.01 02/01/07